| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 2 | 2.6 | 29 | 0 | 5 | (1) | (6) | 0 | 85 |
| 60 | 1 | 1 | 42 | 0 | 3 | (2) | (8) | 0 | 88 |
| 120 | 1 | 1.9 | 50 | 0 | 2 | (1) | (8) | 0 | 88 |
| 250 | 3 | 4.3 | 55 | 1 | 3 | (1) | (12) | 0 | 89 |
| 500 | 2 | 3.5 | 51 | 1 | 4 | (2) | (20) | 0 | 88 |
| 760 | 2 | 3.6 | 53 | 1 | 3 | (2) | (20) | 0 | 88 |
| 1260 | 2 | 2.9 | 51 | 0 | 3 | (1) | (20) | 0 | 87 |
| 2520 | 2 | 3 | 50 | 0 | 3 | (2) | (20) | (1) | 87 |
| All | 2 | 3 | 50 | 0 | 3 | (1) | (20) | (1) | 85 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.1 | 0.1 | 0.3 | 0.1 | 0 | 0.3 | 0.2 | 0.1 | 0.2 | 0.1 | 0.1 | 0.3 | 1.9 | 2.9 | 51.2 | 206.8 | (0.2) | (0.4) | 0.1 | 0 |
| 2017 | 0.3 | 0 | 0.1 | 0.2 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | 2.5 | 48.8 | 81 | (0.1) | (0.2) | 0.1 | 0 |
| 2016 | 0.1 | 0 | 0.3 | 0 | 0.2 | 1.1 | 0.2 | 0.2 | 0.4 | 0.1 | 0.2 | 0 | 2.8 | 3.7 | 54.3 | 220 | (0.2) | (0.4) | 0.1 | 0 |
| 2015 | 0.1 | 0.3 | 0.1 | 0.2 | 0.1 | 0 | 0.4 | 0.3 | 0.5 | 0.1 | (0.1) | 0.2 | 2.2 | 3.6 | 51.1 | 208 | (0.1) | (0.2) | 0.1 | 0 |
| 2014 | (0.2) | (0.1) | 0.3 | 0.2 | 0.1 | 0.2 | 0 | 0 | 0 | 0.4 | 0.2 | 0.8 | 1.9 | 3.2 | 52.9 | 202 | (0.1) | (0.3) | 0.1 | 0 |
| 2013 | 0.3 | (0.1) | 0.1 | (0.1) | 0 | (0.2) | 0.3 | 0.1 | (0.1) | 0 | 0.1 | 0.2 | 0.6 | 1.2 | 47.7 | 187 | (0.2) | (0.4) | 0 | 0 |
| 2012 | 0.3 | 0.2 | 0.5 | 0.1 | (0.4) | 0.6 | 0.1 | (0.1) | 0.1 | 0 | 0.2 | 0.4 | 2 | 2.9 | 49.8 | 217 | (0.2) | (0.5) | 0.1 | 0 |
| 2011 | 0 | (0.2) | 0 | 0.4 | 0.1 | (0.1) | 0.1 | 0.4 | 0.4 | 0.6 | 0.1 | 0.4 | 2.2 | 2.9 | 48.5 | 208 | (0.1) | (0.4) | 0.1 | 0 |
| 2010 | 0.2 | 0.4 | 0.2 | 0 | 0.3 | 0.1 | 0.1 | 0 | 0.3 | 0.3 | 0.1 | 0.5 | 2.5 | 4.4 | 54.9 | 186 | (0.1) | (0.2) | 0.1 | 0 |
| 2009 | 0.2 | 0 | 0 | 0.3 | (0.1) | 0.1 | 0.3 | 0.1 | 0.2 | 0.2 | 0 | 0.2 | 1.5 | 2.6 | 50.5 | 196 | (0.2) | (0.3) | 0.1 | 0 |
| 2008 | (0.1) | 0 | 0 | 0.1 | 0.1 | (0.3) | 0.2 | 0.1 | (0.2) | 0.9 | 0.7 | 0.3 | 1.8 | 2.4 | 43 | 197 | (0.1) | (0.4) | 0.1 | 0 |
| 2007 | 0.2 | 0.2 | 0.4 | 0.1 | 0 | 0.1 | 0.1 | 0.1 | 0.2 | 0 | 0.2 | 0.2 | 1.8 | 4.1 | 51.1 | 207 | (0.1) | (0.3) | 0.1 | 0 |
| 2006 | 0.1 | 0.1 | 0.1 | 0.1 | (0.1) | 0.4 | 0.3 | 0.2 | 0.1 | 0.3 | (0.1) | 0 | 1.5 | 2.9 | 50.4 | 210 | (0.1) | (0.3) | 0.1 | 0 |
| 2005 | 0 | 0.1 | 0 | 0 | 0.1 | 0 | 0 | (0.1) | 0 | (0.1) | 0 | 0 | 0 | 1.9 | 47.1 | 185 | 0 | (0.1) | 0 | 0 |